+140.0%
TRV vs TRU
-2.2%
+142.3%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.7% | +0.6% |
| 7D | -1.5% | -9.4% | +7.9% | -0.3% |
| 30D | -1.8% | -4.1% | +2.3% | -1.3% |
| 3M | +21.6% | +13.6% | +8.0% | +19.6% |
| 6M | +22.5% | +3.6% | +18.9% | +21.5% |
| YTD | +28.1% | -9.8% | +38.0% | +28.8% |
| 1Y | +37.0% | -13.6% | +50.7% | +38.2% |
| All | +140.0% | -2.2% | +142.3% | +150.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded TRU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling